+2.8%
RDW vs ROP
-2.4%
+5.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.3% |
| 7D | +3.6% | -6.1% | +9.7% | +5.4% |
| 30D | -18.4% | -3.4% | -15.1% | -17.8% |
| 3M | -32.1% | +16.7% | -48.7% | -36.9% |
| 6M | +10.9% | +8.1% | +2.8% | +6.2% |
| YTD | +40.8% | -11.7% | +52.5% | +48.1% |
| 1Y | +31.1% | -24.2% | +55.4% | +52.0% |
| 3Y | +245.2% | -19.0% | +264.1% | +291.2% |
| 5Y | -16.7% | -15.9% | -0.9% | -12.3% |
| All | +2.8% | -2.4% | +5.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling